BAP (Credicorp LTD)

Expected Move & Straddle Price History

The expected move for BAP is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current BAP Expected Move
30-Day Straddle
$23.15
7-Day Straddle
$23.15
Avg IV
0.8%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to BAP's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
BAP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260702 $23.15 $23.15 0.8% 62%
20260701 $24.10 $24.10 0.8% 75%
20260630 $25.05 $25.05 0.8% 60%
20260629 $27.45 $27.45 0.8% 63%
20260626 $27.95 $27.95 0.7% 55%
20260625 $28.85 $28.85 0.7% 50%
20260624 $29.45 $29.45 0.7% 51%
20260623 $29.90 $29.90 0.7% 33%
20260622 $31.50 $31.50 0.7% 32%
20260618 $32.60 $4.92 0.6% 25%
20260617 $34.25 $7.15 0.7% 31%
20260616 $32.70 $10.75 0.6% 21%
20260615 $34.10 $12.50 0.6% 20%
20260613 $36.10 $14.35 0.6% 20%
20260612 $36.00 $14.15 0.6% 22%
20260611 $38.90 $20.40 0.6% 22%
20260610 $40.25 $23.85 0.6% 17%
20260609 $40.20 $25.70 0.6% 17%
20260608 $43.75 $31.80 0.6% 16%
20260605 $45.50 $34.65 0.5% 14%
20260604 $39.10 $29.85 0.5% 7%
20260603 $39.85 $29.60 0.5% 13%
20260602 $31.40 $31.40 0.6% 22%
20260601 $30.70 $30.70 0.6% 23%
20260529 $30.85 $30.85 0.5% 14%
20260528 $29.90 $29.90 0.5% 7%
20260527 $32.35 $32.35 0.6% 21%
20260526 $33.50 $33.50 0.6% 16%
20260510 $38.85 $17.45 0.6% 23%
20260508 $38.85 $17.45 0.6% 22%
20260507 $37.35 $18.55 0.6% 23%
20260506 $38.95 $20.15 0.6% 21%
20260505 $39.40 $20.00 0.6% 23%
20260504 $40.20 $21.15 0.6% 22%
20260502 $22.20 $22.20 1.0% 64%
20260501 $22.20 $22.20 0.9% 61%
20260430 $23.45 $23.45 1.0% 65%
20260429 $25.50 $25.50 0.9% 52%
20260428 $26.00 $26.00 0.9% 59%
20260427 $27.45 $27.45 0.9% 59%
20260424 $28.60 $28.60 0.9% 52%
20260423 $27.55 $27.55 0.9% 50%
20260422 $29.60 $29.60 0.8% 50%
20260421 $30.95 $30.95 0.8% 43%
20260420 $32.85 $32.85 0.8% 47%
20260417 $31.00 $8.65 0.8% 40%
20260416 $30.85 $6.95 0.7% 30%
20260415 $31.60 $8.97 0.7% 28%
20260414 $29.15 $8.15 0.7% 38%
20260413 $31.55 $12.25 0.5% 10%
20260410 $31.40 $14.15 0.6% 22%
20260409 $32.00 $14.75 0.7% 32%
20260408 $32.20 $16.30 0.7% 30%
20260407 $32.05 $16.25 0.6% 26%
20260406 $31.50 $16.55 0.6% 23%
20260402 $32.75 $20.85 0.6% 20%
20260401 $20.45 $20.45 0.7% 29%
20260331 $21.00 $21.00 0.7% 27%
20260330 $22.70 $22.70 0.6% 24%
20260327 $22.55 $22.55 0.6% 20%